Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51725.76 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48526.7 Kr¶

PnL: ---------------------------------------> -560.87 Kr¶

DD now: ---------------------------------> -0.421 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:51:12.418901'

Anic Portfolio¶

Today¶

Return: 0.168 %¶

This Week¶

Return: 8.834 %¶

Total¶

Return: 69.337 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.880000 800.800000 127.800000 18.990000 673.000000
Nordea Bank Abp 29 1.070000 3569.320000 115.320000 3.340000 3453.999992
HEBA B 70 2.090000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
Swedbank A 3 2.690000 617.400000 53.400000 9.470000 564.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Resurs Holding 22 0.860000 616.660000 42.660000 7.430000 573.999998
AcadeMedia 12 0.280000 593.040000 36.040000 6.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.260000 388.500000 33.500000 9.440000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.600000 553.400000 26.400000 5.010000 527.000000
OEM International B 7 1.160000 548.800000 20.800000 3.940000 527.999997
Securitas B 6 2.450000 586.080000 16.080000 2.820000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.670000 537.600000 5.600000 1.050000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.320000 546.000000 0.000000 0.000000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Corem Property Group B 59 1.830000 574.070000 -2.930000 -0.510000 576.999999
Boozt 12 0.960000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.660000 508.170000 -25.830000 -4.840000 533.999999
International Petroleum Corp. 5 0.620000 566.000000 -28.570000 -4.810000 594.565215
Essity B 2 -1.690000 536.200000 -37.800000 -6.590000 574.000000
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.350000 1846.900000 -142.100000 -7.140000 1989.000002
Axfood 15 -3.240000 3903.000000 -397.000000 -9.230000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48526.700000 -560.870000 -0.42087% 49087.564636

Updated:¶

'2023-02-01 12:51:25.443133'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶